Results 41 to 50 of about 2,197 (78)

On divergence form SPDEs with VMO coefficients [PDF]

open access: yesarXiv, 2008
We present several results on solvability in Sobolev spaces $W^{1}_{p}$ of SPDEs in divergence form in the whole space.
arxiv  

An almost sure energy inequality for Markov solutions to the 3D Navier-Stokes equations [PDF]

open access: yesarXiv, 2009
We prove existence of weak martingale solutions satisfying an almost sure version of the energy inequality and which constitute a (almost sure) Markov process.
arxiv  

Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients [PDF]

open access: yesarXiv, 2009
We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.
arxiv  

Ergodicity of infinite white $α$-stable Systems with linear and bounded interactions [PDF]

open access: yesarXiv, 2009
We proved the existence of an infinite dimensional stochastic system driven by white $\alpha$-stable noises ($1<\alpha \leq 2$), and prove this system is strongly mixing. Our method is by perturbing Ornstein-Uhlenbeck $\alpha$-stable processes.
arxiv  

Model problem for integro-differential Zakai equation with discontinuous observation processes in Hölder spaces [PDF]

open access: yesarXiv, 2010
The existence and uniqueness of solutions of the Cauchy problem to a a stochastic parabolic integro-differential equation is investigated. The equattion considered arises in nonlinear filtering problem with a jump signal process and jump observation.
arxiv  

On a space discretization scheme for the Fractional Stochastic Heat Equations [PDF]

open access: yesarXiv, 2011
In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the rate of convergence.
arxiv  

Invariance measures of stochastic 2D Navier-Stokes equations driven by $α$-stable processes [PDF]

open access: yesarXiv, 2011
In this note we prove the well-posedness for stochastic 2D Navier-Stokes equation driven by general L\'evy processes (in particular, $\alpha$-stable processes), and obtain the existence of invariant measures.
arxiv  

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